






























In this paper we propose a class of weighted rank correlation coefficients extending the Spearman's rho. The proposed class constructed by giving suitable weights to the distance between two sets of ranks to place more emphasis on items having low rankings than those have high rankings or vice versa. The asymptotic distribution of the proposed measures and properties of the parameters estimated by them are studied through the associated copula. A simulation study is performed to compare the performance of the proposed statistics for testing independence using asymptotic relative efficiency calculations.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。